+721.4%
DK vs SPY
+747.6%
-26.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +6.0% |
| 7D | +3.2% | +0.5% | +2.6% | +2.4% |
| 30D | +29.4% | -0.9% | +30.4% | +31.0% |
| 3M | +56.7% | +3.9% | +52.8% | +48.3% |
| 6M | +80.6% | +14.5% | +66.1% | +47.7% |
| YTD | +159.2% | +12.9% | +146.3% | +115.7% |
| 1Y | +156.2% | +19.4% | +136.8% | +98.1% |
| 3Y | +178.4% | +78.5% | +99.9% | +26.0% |
| 5Y | +452.7% | +81.8% | +370.9% | +135.8% |
| 10Y | +486.4% | +311.5% | +174.9% | -11.6% |
| All | +721.4% | +747.6% | -26.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling